This allows for more deterministically managing long running sub-daemon
services under `pikerd` using the new context api from `tractor`.
The contexts are allocated in an async exit stack and torn down at root
daemon termination. Spawn brokerds using this method by changing the
persistence entry point to be a `@tractor.context`.
This gets the binance provider meeting the data feed schema requirements
of both the OHLC sampling/charting machinery as well as proper
formatting of historical OHLC history.
Notably,
- spec a minimal ohlc dtype based on the kline endpoint
- use a dataclass to parse out OHLC bar datums and pack into np.ndarray/shm
- add the ``aggTrade`` endpoint to get last clearing (traded) prices,
validate with ``pydantic`` and then normalize these into our tick-quote
format for delivery over the feed stream api.
- a notable requirement is that the "first" quote from the feed must
contain a 'last` field so the clearing system can start up correctly.
They need to be run with a local private API key and haven't been ported
to latest data apis anyway. It's also a broker most peeps aren't going
to be using any time soon.
This required a fsp task spawning logic rework which ended up being
cleaner just spawning tasks in a loop sequentially instead of trying
a 2-phase spawn-then-initialize approach.
This also includes changes from the symbol search branch hacked in.
Mostly it includes isolating the main chart startup-sequence to a
function that can be run in a new task every time a new symbol is
requested by the selector/searcher. The actual search functionality
obviously isn't in here yet but minor changes are included as part of
pulling out the `tractor` stream api patch from the symbol search dev
branch.
Tyler Goodlet
goodboy
Guillermo Rodriguez